BS$\Delta$Es and BSDEs with non-Lipschitz drivers: Comparison, convergence and robustness
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2013
ISSN: 1350-7265
DOI: 10.3150/12-bej445